refactor(indicators): Optimized for incremental calculation

This commit is contained in:
Toh4iem9
2026-01-01 11:47:38 +01:00
parent 94a4691b11
commit 2f85eb2045
@@ -35,10 +35,16 @@ The indicator's logic is a multi-stage process of decomposition, analysis, and s
## 3. MQL5 Implementation Details
Our MQL5 implementation follows a modern, object-oriented design to ensure stability and performance.
* **Self-Contained Calculator (`Fourier_Series_Calculator.mqh`):** The entire complex, multi-stage calculation is encapsulated within a dedicated, reusable calculator class.
* **Optimized Incremental Calculation (O(1)):**
Unlike basic implementations that recalculate the entire history on every tick, this indicator employs an intelligent incremental algorithm.
* **State Tracking:** It utilizes `prev_calculated` to process only new bars.
* **Persistent Buffers:** The internal buffers (for Band-Pass and Quadrature components) persist their state between ticks. This allows the recursive IIR filters to continue seamlessly from the last known values without re-processing the entire history.
* **Heikin Ashi Integration:** An inherited `_HA` class allows the calculation to be performed seamlessly on smoothed Heikin Ashi data.
* **Computationally Intensive:** Due to the multiple recursive filters and the internal loop required for power calculation, this is a more CPU-intensive indicator than a simple moving average.
* **Stability via Full Recalculation:** The indicator employs a full recalculation on every `OnCalculate` call to ensure the multiple state-dependent calculations remain perfectly synchronized and stable.
## 4. Parameters